+5.4%
TEM vs DG
+31.9%
-26.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.3% | -5.6% |
| 7D | -5.9% | +0.3% | -6.1% | -5.8% |
| 30D | +4.8% | +3.2% | +1.6% | +3.7% |
| 3M | +31.9% | +10.4% | +21.5% | +27.8% |
| 6M | +56.0% | +33.2% | +22.8% | +40.4% |
| YTD | +21.3% | +3.0% | +18.3% | +17.2% |
| 1Y | +5.4% | +31.2% | -25.8% | +1.0% |
| All | +5.4% | +31.9% | -26.5% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling